We are live on
!
Find out more
Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6.61%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$48.9B
AUM Growth
-$15.5B
(-24%)
Cap. Flow
-$21.8B
Cap. Flow
% of AUM
-44.45%
Top 10 Holdings %
Top 10 Hldgs %
29.42%
Holding
3,383
New
558
Increased
557
Reduced
1,347
Closed
726
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$110M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$97.1M |
| 3 |
VanEck Semiconductor ETF
SMH
|
+$83.8M |
| 4 |
SPDR Gold Trust
GLD
|
+$79.7M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$73.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$517M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$490M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$159M |
| 4 |
Booking.com
BKNG
|
+$85.1M |
| 5 |
United Airlines
UAL
|
+$47.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.68% |
| 2 | Consumer Discretionary | 0.52% |
| 3 | Financials | 0.5% |
| 4 | Communication Services | 0.29% |
| 5 | Healthcare | 0.24% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PUT
Deere & Co
DE
$168B
| $36.2M | 0.07% |
87,600
-231,700
| -73% | -$95.9M |
|
252
PUT
Roblox
RBLX
$27B
| $35.9M | 0.07% |
798,800
-2,690,100
| -77% | -$103M |
|
253
PUT
United States Oil Fund
USO
$1.84B
| $35.9M | 0.07% |
540,000
+483,900
| +863% | +$32.3M |
|
254
CALL
IBM
IBM
$224B
| $35.8M | 0.07% |
273,300
-682,900
| -71% | -$91.4M |
|
255
PUT
Atlassian
TEAM
$37.8B
| $35.8M | 0.07% |
209,100
-135,600
| -39% | -$21.6M |
|
|
AYX
256
PUT
DELISTED
Alteryx Inc
AYX
| $35.6M | 0.07% |
605,800
+196,300
| +48% | +$11.4M |
|
257
PUT
Target
TGT
$68B
| $35.4M | 0.07% |
213,900
-231,500
| -52% | -$38.1M |
|
258
CALL
Delta Air Lines
DAL
$60.1B
| $35.3M | 0.07% |
1,011,800
-177,500
| -15% | -$6.58M |
|
259
PUT
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
| $35.3M | 0.07% |
+300,000
| New | +$34.9M |
|
260
PUT
iShares US Home Construction ETF
ITB
$2.35B
| $35.1M | 0.07% |
+500,000
| New | +$33.8M |
|
261
CALL
MongoDB
MDB
$32.1B
| $35.1M | 0.07% |
150,400
-377,400
| -72% | -$79.2M |
|
262
PUT
United States Natural Gas Fund
UNG
$455M
| $35M | 0.07% |
1,262,500
+1,262,150
| +360,614% | +$45.8M |
|
263
CALL
Cheniere Energy
LNG
$52.9B
| $34.5M | 0.07% |
218,800
+204,500
| +1,430% | +$30.9M |
|
|
264
PUT
Cheniere Energy
LNG
$52.9B
| $34M | 0.07% |
215,500
+144,900
| +205% | +$21.9M |
|
265
CALL
Dollar General
DG
$27.9B
| $33.6M | 0.07% |
159,800
+54,200
| +51% | +$12.2M |
|
266
Visa
V
$677B
| $33.3M | 0.07% |
147,592
+6,006
| +4% | +$1.34M |
|
267
State Street Health Care Select Sector SPDR ETF
XLV
$42.7B
| $33.1M | 0.07% |
255,403
-136,746
| -35% | -$17.9M |
|
268
PUT
Snowflake
SNOW
$115B
| $32.9M | 0.07% |
213,200
-33,500
| -14% | -$4.91M |
|
269
PUT
Pinterest
PINS
$13.4B
| $32.6M | 0.07% |
1,197,100
-923,900
| -44% | -$23.9M |
|
270
CALL
iQIYI
IQ
$1.28B
| $32.4M | 0.07% |
4,456,300
-557,200
| -11% | -$3.82M |
|
271
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $32.3M | 0.07% |
432,400
+171,600
| +66% | +$12.3M |
|
272
PUT
Take-Two Interactive
TTWO
$46.1B
| $32.3M | 0.07% |
270,900
-63,600
| -19% | -$7.09M |
|
|
DISH
273
PUT
DELISTED
DISH Network Corp.
DISH
| $32.1M | 0.07% |
3,444,900
+348,100
| +11% | +$4.39M |
|
274
PUT
Franco-Nevada
FNV
$46B
| $32.1M | 0.07% |
220,400
+24,300
| +12% | +$3.39M |
|
275
PUT
Winnebago Industries
WGO
$909M
| $32M | 0.07% |
554,800
+33,100
| +6% | +$2.02M |
|
Similar funds
HF
Parallax Volatility Advisers's Q1 2023 Portfolio in Review
As of Q1 2023, Parallax Volatility Advisers held 3,383 positions worth $48.9B, down 24% from $64.4B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
Parallax Volatility Advisers withdrew a net $21.8B in Q1 2023, closing 726 positions and reducing 1,347 holdings. Its most notable exit was Caterpillar, an estimated $40.4M position sold in full.
By sector, the portfolio is most concentrated in Technology at 0.68% of assets, up from 0.62% a quarter earlier, followed by Consumer Discretionary and Financials.
Against the trend, Parallax Volatility Advisers opened a new position in Cigna worth $39.7M.
- Parallax Volatility Advisers's largest Q1 2023 buy was Cigna: 155,245 shares worth $39.7M.
- Parallax Volatility Advisers added most to State Street SPDR S&P Regional Banking ETF in Q1 2023, an estimated $110M increase.
- Parallax Volatility Advisers's biggest Q1 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $517M.
- Parallax Volatility Advisers fully exited Caterpillar in Q1 2023, selling an estimated $40.4M.
- Parallax Volatility Advisers's ten largest holdings make up 29% of its $48.9B portfolio in Q1 2023.
- Parallax Volatility Advisers opened 558 new positions and closed 726 in Q1 2023.
- Parallax Volatility Advisers's portfolio value fell 24% quarter-over-quarter to $48.9B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2023, filed 15 May 2023.